What is 'process' in probability

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I'm a beginner to the Probability theory. In the contents of my book, there are 'Martingale process', 'Levy process', 'Stochastic process' and so on. What is 'process'? I know about 'algorithm'. And I want to know about the relationship between 'Stochastic process' and 'Partial differential equations'. I'm just about to read the book. So please explain it slowly.